ECBOT 5 Year T-Note Future September 2023


Trading Metrics calculated at close of trading on 25-Sep-2023
Day Change Summary
Previous Current
22-Sep-2023 25-Sep-2023 Change Change % Previous Week
Open 104-310 105-038 0-048 0.1% 105-158
High 105-062 105-065 0-002 0.0% 105-202
Low 104-302 105-020 0-038 0.1% 104-272
Close 105-038 105-028 -0-010 0.0% 105-038
Range 0-080 0-045 -0-035 -43.8% 0-250
ATR 0-123 0-118 -0-006 -4.5% 0-000
Volume 201 103 -98 -48.8% 1,561
Daily Pivots for day following 25-Sep-2023
Classic Woodie Camarilla DeMark
R4 105-172 105-145 105-052
R3 105-128 105-100 105-040
R2 105-082 105-082 105-036
R1 105-055 105-055 105-032 105-046
PP 105-038 105-038 105-038 105-033
S1 105-010 105-010 105-023 105-001
S2 104-312 104-312 105-019
S3 104-268 104-285 105-015
S4 104-222 104-240 105-003
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 107-174 107-036 105-175
R3 106-244 106-106 105-106
R2 105-314 105-314 105-083
R1 105-176 105-176 105-060 105-120
PP 105-064 105-064 105-064 105-036
S1 104-246 104-246 105-015 104-190
S2 104-134 104-134 104-312
S3 103-204 103-316 104-289
S4 102-274 103-066 104-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105-202 104-272 0-250 0.7% 0-084 0.3% 30% False False 317
10 105-318 104-272 1-045 1.1% 0-088 0.3% 21% False False 434
20 106-250 104-272 1-298 1.8% 0-104 0.3% 12% False False 285,857
40 107-122 104-272 2-170 2.4% 0-125 0.4% 9% False False 886,288
60 108-025 104-272 3-072 3.1% 0-140 0.4% 7% False False 974,760
80 109-155 104-272 4-202 4.4% 0-151 0.4% 5% False False 1,006,052
100 111-310 104-272 7-038 6.8% 0-158 0.5% 3% False False 942,259
120 111-310 104-272 7-038 6.8% 0-156 0.5% 3% False False 785,480
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105-256
2.618 105-183
1.618 105-138
1.000 105-110
0.618 105-093
HIGH 105-065
0.618 105-048
0.500 105-042
0.382 105-037
LOW 105-020
0.618 104-312
1.000 104-295
1.618 104-267
2.618 104-222
4.250 104-149
Fisher Pivots for day following 25-Sep-2023
Pivot 1 day 3 day
R1 105-042 105-021
PP 105-038 105-015
S1 105-032 105-009

These figures are updated between 7pm and 10pm EST after a trading day.

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